On martingale inequalities in non-commutative stochastic analysis

DOI10.1006/jfan.1998.3299zbMath0935.46054OpenAlexW2000229301MaRDI QIDQ1269520

Paul Kree, Eric Anders Carlen

Publication date: 24 April 2000

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1998.3299

zbMATH Keywords

Clifford algebranoncommutative martingalesmartingale inequalitiesClifford stochastic integralfree fermionic fields

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Noncommutative probability and statistics (46L53) Stochastic integrals (60H05) Martingales and classical analysis (60G46)

Related Items (7)

A remark on maximal functions for noncommutative martingales ⋮ Noncommutative Burkholder/Rosenthal inequalities ⋮ Interpolation between non-commutative BMO and non-commutative \(L_{p}\)-spaces. ⋮ The best constant in the Davis inequality for the expectation of the martingale square function ⋮ Noncommutative stochastic integration through decoupling ⋮ Non-commutative probability and non-commutative processes: Beyond the Heisenberg algebra ⋮ A noncommutative version of the John-Nirenberg theorem

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